IONQ cadena de opciones IonQ, Inc.
Cboe delayed options data · a fecha de Oct 20, 21:55 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±18.1% (26.04–37.51) · ATM IV 77.4% · P/C interés abierto 0.56
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 12.65 | 15.15 | 32 | 92.1% | 0.99 | 0.0042 | -0.004 | 17.5 | 0 | 0.2200 | 3,192 | 112.1% | -0.02 | 0.0042 | -0.005 | ||
| 10.80 | 11.75 | 3 | 233 | 0.97 | 0.0091 | -0.009 | 20 | 0.0100 | 0.3200 | 10 | 2,912 | 97.8% | -0.03 | 0.0092 | -0.010 | |
| 8.05 | 10.20 | 56 | 82.3% | 0.93 | 0.0176 | -0.016 | 22.5 | 0.2000 | 0.2500 | 50 | 3,723 | 81.3% | -0.07 | 0.0177 | -0.017 | |
| 7.55 | 9.95 | 87.2% | 0.92 | 0.0198 | -0.018 | 23 | 0.2000 | 0.4000 | 5 | 5 | 83.0% | -0.08 | 0.0199 | -0.019 | ||
| 6.70 | 9.20 | 89.5% | 0.89 | 0.0247 | -0.022 | 24 | 0.1700 | 0.4500 | 7 | 42 | 73.4% | -0.11 | 0.0248 | -0.023 | ||
| 6.55 | 8.20 | 6 | 89 | 99.0% | 0.86 | 0.0300 | -0.026 | 25 | 0.4800 | 0.5800 | 303 | 1,674 | 78.4% | -0.14 | 0.0301 | -0.026 |
| 5.15 | 7.50 | 30 | 85.9% | 0.82 | 0.0356 | -0.030 | 26 | 0.7000 | 0.9500 | 10 | 9 | 81.8% | -0.18 | 0.0358 | -0.030 | |
| 4.30 | 7.20 | 5 | 15 | 90.6% | 0.78 | 0.0411 | -0.034 | 27 | 0.7100 | 1.09 | 57 | 38 | 74.4% | -0.22 | 0.0414 | -0.034 |
| 4.50 | 5.25 | 174 | 2 | 83.0% | 0.73 | 0.0463 | -0.037 | 28 | 0.9300 | 1.41 | 85 | 54 | 73.1% | -0.27 | 0.0466 | -0.038 |
| 3.65 | 4.95 | 106 | 84.0% | 0.68 | 0.0508 | -0.040 | 29 | 1.38 | 1.90 | 53 | 21 | 76.4% | -0.32 | 0.0511 | -0.041 | |
| 3.25 | 4.50 | 1 | 79.8% | 0.65 | 0.0526 | -0.041 | 29.5 | 1.81 | 2.00 | 6 | 2 | 78.1% | -0.35 | 0.0530 | -0.042 | |
| 3.35 | 3.60 | 251 | 1,768 | 76.1% | 0.63 | 0.0542 | -0.043 | 30 | 2.04 | 2.20 | 159 | 6,453 | 77.8% | -0.38 | 0.0546 | -0.043 |
| 2.90 | 3.75 | 7 | 3 | 79.3% | 0.60 | 0.0554 | -0.043 | 30.5 | 2.00 | 2.47 | 7 | 4 | 74.2% | -0.41 | 0.0558 | -0.044 |
| 2.85 | 3.30 | 1,402 | 44 | 79.1% | 0.57 | 0.0563 | -0.044 | 31 | 2.17 | 2.74 | 38 | 116 | 73.4% | -0.43 | 0.0568 | -0.044 |
| 2.68 | 2.86 | 94 | 110 | 77.1% | 0.54 | 0.0569 | -0.044 | 31.5 | 2.80 | 3.05 | 19 | 39 | 79.0% | -0.46 | 0.0574 | -0.045 |
| 2.48 | 2.64 | 60 | 106 | 76.6% | 0.51 | 0.0572 | -0.045 | 32 | 3.05 | 3.30 | 27 | 370 | 78.1% | -0.49 | 0.0577 | -0.045 |
| 2.23 | 2.96 | 29 | 101 | 83.9% | 0.49 | 0.0571 | -0.045 | 32.5 | 3.35 | 3.90 | 20 | 28 | 82.3% | -0.52 | 0.0577 | -0.045 |
| 2.00 | 2.24 | 4 | 32 | 76.1% | 0.46 | 0.0568 | -0.045 | 33 | 3.35 | 4.25 | 8 | 78.7% | -0.55 | 0.0574 | -0.045 | |
| 1.91 | 2.47 | 8 | 11 | 83.0% | 0.43 | 0.0561 | -0.044 | 33.5 | 3.45 | 4.30 | 7 | 1 | 71.8% | -0.57 | 0.0568 | -0.044 |
| 1.73 | 1.90 | 78 | 34 | 77.2% | 0.41 | 0.0552 | -0.044 | 34 | 4.35 | 4.65 | 11 | 80.0% | -0.60 | 0.0559 | -0.044 | |
| 1.57 | 1.75 | 4 | 1 | 77.2% | 0.38 | 0.0542 | -0.043 | 34.5 | 4.00 | 5.00 | 70.0% | -0.62 | 0.0549 | -0.043 | ||
| 1.46 | 1.60 | 1,706 | 3,965 | 77.6% | 0.36 | 0.0529 | -0.042 | 35 | 5.10 | 5.30 | 230 | 7,857 | 80.0% | -0.65 | 0.0536 | -0.043 |
| 1.17 | 1.74 | 84 | 2 | 79.3% | 0.34 | 0.0514 | -0.042 | 35.5 | 5.40 | 6.35 | 1 | 16 | 89.2% | -0.67 | 0.0523 | -0.042 |
| 1.19 | 1.37 | 57 | 26 | 77.8% | 0.32 | 0.0499 | -0.041 | 36 | 5.80 | 6.85 | 1 | 91.6% | -0.69 | 0.0508 | -0.041 | |
| 0.7400 | 1.72 | 13 | 2 | 79.8% | 0.30 | 0.0483 | -0.040 | 36.5 | 5.10 | 7.40 | 77.6% | -0.71 | 0.0491 | -0.040 | ||
| 0.8900 | 1.40 | 33 | 45 | 80.5% | 0.28 | 0.0466 | -0.039 | 37 | 6.20 | 7.70 | 7 | 1 | 87.5% | -0.73 | 0.0475 | -0.039 |
| 0.6700 | 1.07 | 16 | 14 | 74.5% | 0.26 | 0.0448 | -0.037 | 37.5 | 6.65 | 8.05 | 87.7% | -0.75 | 0.0458 | -0.037 | ||
| 0.8400 | 0.9900 | 45 | 29 | 79.2% | 0.24 | 0.0430 | -0.036 | 38 | 7.00 | 8.55 | 3 | 3 | 88.5% | -0.76 | 0.0440 | -0.036 |
| 0.4800 | 1.21 | 9 | 5 | 82.6% | 0.21 | 0.0395 | -0.034 | 39 | 7.05 | 9.45 | 5 | 75.2% | -0.80 | 0.0405 | -0.034 | |
| 0.6000 | 0.6700 | 310 | 15.5K | 79.8% | 0.19 | 0.0360 | -0.032 | 40 | 9.10 | 9.60 | 56 | 6,385 | 86.8% | -0.82 | 0.0371 | -0.032 |
| 0.3300 | 0.5900 | 18 | 167 | 76.9% | 0.16 | 0.0328 | -0.029 | 41 | 9.25 | 11.30 | 1 | 15 | 86.8% | -0.85 | 0.0338 | -0.029 |
| 0.2500 | 0.5200 | 96 | 19 | 77.6% | 0.14 | 0.0297 | -0.027 | 42 | 9.60 | 11.45 | -0.87 | 0.0308 | -0.027 | |||
| 0.2500 | 0.3400 | 260 | 7,343 | 84.5% | 0.10 | 0.0219 | -0.021 | 45 | 13.85 | 14.15 | 68 | 1,546 | 90.6% | -0.91 | 0.0232 | -0.021 |
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
callsputs